MS Proxy Access

All users are getting anonymous access to the proxy server. They used to authenticate via their user name and now everyone can access anonymously. I have checked to make sure that the “enable anonymous access” box is not checked and it is not. This all seemed to happen in the middle of the day on the 3rd of October… I have to have all users using the web proxy and not the winsock proxy for Internet access in order for our filtering and useage reporting software to work properly. Any Ideas?